+23.9%
IP vs AUR
+100.0%
-76.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -5.3% | +8.7% | -14.0% | -5.7% |
| 30D | -10.9% | -5.2% | -5.6% | -10.7% |
| 3M | +11.2% | -7.3% | +18.5% | +11.3% |
| 6M | -10.2% | +41.2% | -51.4% | -12.4% |
| YTD | -2.0% | +65.1% | -67.1% | -5.4% |
| 1Y | -19.1% | +13.4% | -32.5% | -20.5% |
| All | +23.9% | +100.0% | -76.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling